This is almost certainly down to you having the CSS Layout button switched on (so it displays in blue) when the items were drawn on your page. There is a prominent warning in the Using Freeway guide (and a spoken warning in the first video of the tutorial) that you need to make sure the CSS Layout button is switched off (so it displays in gray with "Table Layout" underneath).
The CSS Layout button is a Pro-only feature. With the CSS Layout button on, every item you draw on the page will be drawn as a "layer" item. Layers are a very powerful part of Freeway Pro and they add a lot of functionality and extra features - but they can be difficult to understand for beginners, so we recommend working in Freeway with the button switched off until you are familiar with what they do (and don't do).
For graphic items to work in a Rollover or as a stack of Target Images they need to "combine" (you will see that the "Combine Graphics" option is switched on by default in the Inspector). The combine feature means that any graphic items overlapping or on top of each other will be considered to be part of a single "stack" of images by Freeway and all of the combining items combining will appear in the Actions palette when the Rollover or Target Image Actions are applied.
Layer items are exactly what they sound like - each of them is on its own separate layer, so they can't combine with each other.
You can select a layer item and switch off the Layer option in the Inspector, but if all the items are layers, it may well be quicker to start again after making sure the CSS Layout button is switched off. If you want to switch off the Layer option manually for each item, you can Alt-Command-click to click through items which are on top of each other so you can turn off the Layer option for each one in turn.